Monday, 28 July 2014
Last updated 12 hours ago
Jul 27 2010 | 11:28am ET
In June, bigger was better for managed futures hedge funds and commodity trading advisers.
Managed futures and CTA managers with more than $45 billion in assets under management enjoyed a 0.47% return last month, while the overall Lipper Managed Futures/CTAs Index added just 0.12% (down 3.9% year-to-date). The bigger managers are also down only 0.19% on the year, far ahead of their smaller competitors.
The average hedge fund shed about 1% last month.
The best performing “large” managed futures and CTA funds included in the Lipper index were the Eckhardt Standard Plus Program (up 6.53% in June, up 3.31% YTD), Eckhardt Standard Program (5.6%, 2.92% YTD), Di Tomasso Equilibrium Trading Program (5.3%, 8.2% YTD), Dunn Capital World Monetary & Agriculture Program (5.02%, 8.25% YTD) and FORT Global Diversified (5%, 26.35% YTD). The FORT Diversified fund is also the best performer through the first half.
Jul 8 2014 | 10:48am ET
The surge in derivatives regulation is among the most complex challenges facing the financial services industry today. Northern Trust’s Joshua Satten recently spoke with FINalternatives to share insights into the challenges presented by new regulation and explore how the industry is responding. Read more…